城市住房价格的空间相关性、影响因素与传递效应——基于区域市场关系层面的实证研究
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上海财经大学学报 2013 年 第 15 卷第 05 期, 页码：81 - 88
摘要
参考文献
摘要
本文从空间计量经济学理论出发,将城市住房价格的研究视角深入到区域城市房价的互动关系层面,采用我国1999-2010年35个大中城市数据,探讨城市间住房价格的空间相关性、影响因素及其空间传递效应。文章的主要结论如下:空间计量结果显示我国住房价格表现出不断加强的空间相关性;房价在全国范围内表现出弱的正扩散效应;人均可支配收入、居住用地价格和销售面积三个因素是导致区域房价差异的主要原因,并且不同时期各变量的显著程度和扩散效应存在明显差异。
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[3]张凌.城市住房价格波动差异与连锁反应研究[M].经济科学出版社,2010.
[4]Brady Ryan R.Measuring the Diffusion of Housing Prices across Space and over Time[J].Journal of Applied Econometrics,2011,(26):213-231.
[5]Cook Steven.Detecting Long-Run Relationships in Regional House Price in the UK[J].International Review of Applied Economics,2005,(19):107-118.
[6]Cho S.,J.Kim,R.K.Roberts,S.G.Kim.Neighborhood Spillover Effects between Rezoning and Housing Price[J].The Annals of Regional Science,2012,(48):301-319.
[7]Gupta Rangan and Stephen M.Miller.Ripple Effect and Forecasting Home Prices in Los Angeles,Las Vegas,and Phoenix[J].The Annals of Regional Science,2012,(48):763-782.
[8]Holly Sean,M.Hashem Pesaran and Takashi Yamagata.Spatial and Temporal Diffusion of House Price in the UK[J].Journal of Urban Economics,2011,(69):2-23.
[9]Luo Zhen Qiang,Chunlu Liu and David Picken.Housing Price Diffusion Pattern of Australia’s State Capital Cities[J].International Journal of Strategic Property Management,2007,(11):227-242.
[10]Miao Hong,Sanjay Ramchander and Marc W.Simpson.Return and Volatility Transmission in U.S.Housing Markets[J].Real Estate Economics,2011,(39):701-741.
[11]Shi Song,Martin Young and Bob Hargreaves.The Ripple Effect of Local House Price Movements in New Zealand[J].Journal of Property Research,2009,(26):1-24.
引用本文
刘志平, 陈智平. 城市住房价格的空间相关性、影响因素与传递效应——基于区域市场关系层面的实证研究[J]. 上海财经大学学报, 2013, 15(5): 81–88.
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